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GND: 129063053


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share pricefinancial marketsportfolio managementportfolio selectionstock marketagentenbasierte modellierungagent based modelingorder flowmarket microstructurebased modellow voloption pricing theorysecurities tradingcapital incomequadratic hawkesmonetary policysquare rootoutput statelow inflationinflation targetsbehavioural financefinancial marketquasi nonmulti assetlinear modelstime scalesbased modelsterm structurenon linearcentral bankquality firmsstatistische verteilungstatistical distributionhawkes processesmarket hypothesisself fulfillingfulfilling propheciesprophecies quasiwealth inequalitymean fieldfield approachimplied leverageimpact ordervol anomalyvolatility leverageleverage correlationsstochastic volatilityvolatility modeldistribution stockrate termstatistical physicsphysics riskrisk managementpower lawbold betspeople whoasset problembusiness cyclesmonte carlo simulationwealth distributionmarket mechanismexpectation formationcapital market returnspath shadowingshadowing montemonte carloinelastic marketnon ergodicityorder bookbook eventsequity factorsdecay impactoptimal multitrend valueflow pricessticky expectationsexecuted metaorders
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Years of publications: 1989 - 2024

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Jean-Philippe Bouchaud


Dr.

B: 1962
Biblio: Laboratoire de Spectroscopie ; Capital Fund Management ; Service de Physique de l'Etat Condense, CEA (1998)
Jean-Philippe Bouchaud (born 1962) is a French physicist. He is co-founder and chairman of Capital Fund Management (CFM), adjunct professor at École Normale Supérieure and co-director of the CFM-Imperial Institute of Quantitative Finance at Imperial College London. He is a member of the French Academy of Sciences, and held the Bettencourt Innovation Chair at Collège de France in 2020. (Source: DBPedia)

Profession

  • Economist
  • Affiliations

  • Académie des Sciences (Paris)
  • Imperial College of Science, Technology and Medicine
  • Tréfimétaux
  • École Polytechnique (Palaiseau)
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Bibliothèque nationale de France
  • Wikipedia (English)
  • Deutsche Digitale Bibliothek
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • Wikidata
  • International Standard Name Identifier (ISNI)

  • Google Scholar logo Google Scholar
    ORCID logo ORCID
    SSRN logo SSRN
    Scopus logo Scopus Preview

    Publishing years

    2
      2024
    3
      2023
    5
      2022
    3
      2021
    7
      2020
    7
      2019
    10
      2018
    9
      2017
    8
      2016
    4
      2015
    1
      2014
    2
      2013
    3
      2012
    1
      2011
    1
      2009
    1
      2007
    1
      2006
    1
      2005
    2
      2004
    3
      2003
    2
      2002
    1
      2001
    5
      2000
    2
      1999
    2
      1998
    1
      1997

    Series

    1. HEC Paris research paper series (3)
    2. Working paper / National Bureau of Economic Research, Inc. (1)
    3. NBER working paper series (1)
    4. Economics : the open-access, open-assessment journal (1)
    5. Economics : the open-access, open-assessment e-journal (1)
    6. Applied Mathematical Finance (1)
    7. Discussion paper / Centre for Economic Policy Research (1)
    8. Research paper series / Swiss Finance Institute (1)
    9. The Wiley finance series (1)
    10. International journal of theoretical and applied finance (1)
    11. Collection Aléa Saclay : monographs and texts in statistical physics (1)